Pare the zest from half the orange and half the lemon using a vegetable
peeler, then cut into very fine strips.
Blanch the strips in a small pan of boiling water for about 5 minutes until
tender. Drain the strips and refresh under cold water.
Heat the oil in a heavy frying pan, add the venison steaks and cook
over a high heat for 2–3 minutes.
Just before the end of cooking, pour in the sauce and add the strips of
zest. Leave the sauce to bubble for a few seconds to thicken slightly, then
remove the thyme sprig and season with salt and pepper. Transfer the
steaks to serving plates, and spoon the sauce over the top. Serve
immediately with mashed potato and broccoli.